NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	55.95	53.16	-2.79	-5.0%	53.33
High	55.95	53.16	-2.79	-5.0%	54.91
Low	54.36	52.26	-2.10	-3.9%	51.11
Close	54.00	52.24	-1.76	-3.3%	55.19
Range	1.59	0.90	-0.69	-43.4%	3.80
ATR	1.68	1.69	0.00	0.2%	0.00
Volume	4,287	3,725	-562	-13.1%	15,323

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.25	54.65	52.74
R3	54.35	53.75	52.49
R2	53.45	53.45	52.41
R1	52.85	52.85	52.32	52.70
PP	52.55	52.55	52.55	52.48
S1	51.95	51.95	52.16	51.80
S2	51.65	51.65	52.08
S3	50.75	51.05	51.99
S4	49.85	50.15	51.75

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.14	63.96	57.28
R3	61.34	60.16	56.24
R2	57.54	57.54	55.89
R1	56.36	56.36	55.54	56.95
PP	53.74	53.74	53.74	54.03
S1	52.56	52.56	54.84	53.15
S2	49.94	49.94	54.49
S3	46.14	48.76	54.15
S4	42.34	44.96	53.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.95	51.11	4.84	9.3%	1.66	3.2%	23%	False	False	4,300
10	56.95	51.11	5.84	11.2%	1.47	2.8%	19%	False	False	3,732

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	56.99
2.618	55.52
1.618	54.62
1.000	54.06
0.618	53.72
HIGH	53.16
0.618	52.82
0.500	52.71
0.382	52.60
LOW	52.26
0.618	51.70
1.000	51.36
1.618	50.80
2.618	49.90
4.250	48.44

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	52.71	53.71
PP	52.55	53.22
S1	52.40	52.73

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These figures are updated between 7pm and 10pm EST after a trading day.

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